粮食巨灾保险的定价研究——以我国稻谷巨灾保险为例

Study on determination of premium rate for grain catastrophe insurance——a case of rice catastrophe insurance in China

准确厘定了粮食巨灾保险的费率,系为政府保险支农政策的制订提供技术支持。巨灾事件属于极值事件,故巨灾保险的费率可基于极值理论进行厘定。按照费率厘定的参数法思路,以广义帕累托分布(GPD)作为粮食灾损数据的尾部分布,采用极大似然法估计其参数,进而厘定粮食巨灾保险的纯费率。以稻谷为例,厘定了我国各省(市、区)稻谷巨灾保险的纯费率。应完善法律法规就粮食巨灾保险加以明确,同时加大政府的政策扶持力度,对不同省(市、区)的稻谷巨灾保险参照其纯费率给予有区别的保费补贴,并给予粮食主产区的稻谷巨灾保险更充分的优惠政策。

The premium rates of grain catastrophe insurance were calculated accurately, in order to provide technical support to the government policy - making of agricultural insurance. Catastrophe events are extreme value events, so the determination of premium rate can be based on the extreme value theory. According to the thought of the parametric method, the paper regards generalized pareto distrbution （GPD） as the tail distribution of grain calamity loss data, and then the （GPD） parameters are estimated by maximum likelihood, so the net premium rates of grain catastrophe insurance were calculated. For a case, the net premium rates were calculated for provincial rice catastrophe insurance in China. According to the results, the policy recommendations are made that the government should support grain catastrophe insurance and the subsidy sum of insurance premium should be proportional to the premium rates in these areas and the supportive degree to the major rice-producing areas should be higher than that to other areas.